Goldman Sachs Put 6 BOY 20.03.202.../  DE000GG5WU77  /

EUWAX
07/06/2024  10:32:55 Chg.-0.030 Bid18:22:26 Ask18:22:26 Underlying Strike price Expiration date Option type
0.290EUR -9.38% 0.280
Bid Size: 10,000
0.330
Ask Size: 5,000
BCO BIL.VIZ.ARG.NOM.... 6.00 EUR 20/03/2026 Put
 

Master data

WKN: GG5WU7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Put
Strike price: 6.00 EUR
Maturity: 20/03/2026
Issue date: 28/03/2024
Last trading day: 19/03/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -28.90
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -3.80
Time value: 0.34
Break-even: 5.66
Moneyness: 0.61
Premium: 0.42
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 17.30%
Delta: -0.10
Theta: 0.00
Omega: -2.92
Rho: -0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.340 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -